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Search: subject:"Fourier transforms"
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Fourier transforms
16
Optionspreistheorie
7
Stochastischer Prozess
7
Option pricing theory
6
Stochastic process
6
Volatilität
6
Time series analysis
5
Volatility
5
Zeitreihenanalyse
5
Theorie
4
Characteristic Function
3
Estimation theory
3
GARCH
3
Heston Model
3
Multidimensional Fast Fourier Transforms
3
Option trading
3
Optionsgeschäft
3
Schätztheorie
3
Theory
3
exotic options
3
ARCH model
2
ARCH-Modell
2
Derivat
2
Derivative
2
Exotic options
2
Fast Fourier Transforms
2
Insurance
2
Lévy jump process
2
Normal distribution
2
Portfolio investment
2
Random variables
2
Reverse convertible
2
Risk management
2
Spatial growth
2
Stochastic volatility
2
Variable annuities
2
60G57 Hilbert space-valued second-order processes Periodically correlated processes Finite Fourier transforms Periodogram
1
ARMA model
1
ARMA-Modell
1
Accounts
1
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5
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Article
19
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English
21
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Griebsch, Susanne
3
Wystup, Uwe
3
Brito, Paulo
2
Powers, Michael R.
2
Simi, Wei W.
2
Wang, Xiaoli
2
Badulescu, Daniel
1
Ballotta, Laura
1
Benn, A.
1
Binner, Jane M.
1
Bonev, Ilian A.
1
Bravo, Jorge Miguel Ventura
1
Brooks, Dwayne M.
1
Cai, Ning
1
Caus, Vasile-Aurel
1
Chiarella, Carl
1
Ciurlia, Pierangelo
1
Constantinou, Nick
1
Cooper, Joseph C.
1
Eberlein, Ernst
1
Eslami, Akbar
1
Gabriel, Philip M.
1
Gherman, Mircea Cristian
1
Giampaoli, Iacopo
1
Gudkov, Nikolay
1
Hou, Qian
1
Javidi, Giti
1
Kang, Boda
1
Klein, Tony
1
Kou, Steven
1
Kulperger, R.
1
Luttamaguzi, Jamiiru
1
Meyer, Gunter
1
Nunes, Joaõ Pedro Vidal
1
Pollock, Stephen
1
Ramsey, James B.
1
Ruan, Weihua
1
Schennach, Susanne M.
1
Schmidt, Thorsten
1
Sheybani, Ehsan
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1
C.V. Starr Center for Applied Economics, Department of Economics
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Dipartimento di Economia, Università degli Studi di Roma 3
1
Econometric Society
1
Frankfurt School of Finance and Management
1
ISEG - School of Economics and Management, Department of Economics, University of Lisbon
1
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CPQF Working Paper Series
2
Insurance
2
2011 Annual Meeting, July 24-26, 2011, Pittsburgh, Pennsylvania
1
Annals of the Institute of Statistical Mathematics
1
Computing in Economics and Finance 2002
1
Departmental Working Papers of Economics - University 'Roma Tre'
1
Econometric Society 2004 North American Summer Meetings
1
Finance research letters
1
Handbook of computational economics : volume 3
1
Industrial Robot: An International Journal
1
Intelligent systems in accounting finance and management : international journal
1
International Journal of Interdisciplinary Telecommunications and Networking (IJITN)
1
Jahrbücher für Nationalökonomie und Statistik
1
Journal of Money Laundering Control
1
Journal of Multivariate Analysis
1
Journal of Risk Finance
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Operations research
1
Oradea journal of business and economics
1
Portuguese economic journal
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Quantitative finance
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Review of Financial Economics
1
Review of financial economics : RFE
1
The Journal of Risk Finance
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Working Papers / C.V. Starr Center for Applied Economics, Department of Economics
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Working Papers Department of Economics
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ECONIS (ZBW)
12
RePEc
12
Other ZBW resources
4
EconStor
1
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subject:"fourier transform"
(439 results)
1
The dynamics of growth and distribution in a spatially heterogeneous world
Brito, Paulo
- In:
Portuguese economic journal
21
(
2022
)
3
,
pp. 311-350
Persistent link: https://www.econbiz.de/10013463049
Saved in:
2
Fourier based methods for the management of complex life insurance products
Ballotta, Laura
;
Eberlein, Ernst
;
Schmidt, Thorsten
; …
- In:
Insurance
101
(
2021
)
2
,
pp. 320-341
Persistent link: https://www.econbiz.de/10012793930
Saved in:
3
Determining the number of factors in static approximate factor models using discrete
fourier
transforms
and pseudo-eigenvalues
Ruan, Weihua
;
Hou, Qian
- In:
Jahrbücher für Nationalökonomie und Statistik
241
(
2021
)
1
,
pp. 71-117
Persistent link: https://www.econbiz.de/10012437568
Saved in:
4
Pricing longevity derivatives via
Fourier
transforms
Bravo, Jorge Miguel Ventura
;
Nunes, Joaõ Pedro Vidal
- In:
Insurance
96
(
2021
),
pp. 81-97
Persistent link: https://www.econbiz.de/10012482752
Saved in:
5
Application of power series approximation techniques to valuation of European style options
Gudkov, Nikolay
;
Ziveyi, Jonathan
- In:
Quantitative finance
21
(
2021
)
4
,
pp. 609-635
Persistent link: https://www.econbiz.de/10012483842
Saved in:
6
Econometrics with privacy preservation
Cai, Ning
;
Kou, Steven
- In:
Operations research
67
(
2019
)
4
,
pp. 905-926
Persistent link: https://www.econbiz.de/10012062839
Saved in:
7
Using Simulations and Computational Analyses to Study a Frequency-Modulated Continuous-Wave Radar
Luttamaguzi, Jamiiru
;
Eslami, Akbar
;
Brooks, Dwayne M.
; …
- In:
International Journal of Interdisciplinary …
9
(
2017
)
1
,
pp. 38-51
sampling of signals,
Fourier
Transforms
, Z-transforms, and filters. Computations and the display of results are subsequently …
Persistent link: https://www.econbiz.de/10012045951
Saved in:
8
Using wavelets in economics : an application on the analysis of wage-price relation
Caus, Vasile-Aurel
;
Badulescu, Daniel
;
Gherman, Mircea …
- In:
Oradea journal of business and economics
2
(
2017
)
1
,
pp. 32-42
Persistent link: https://www.econbiz.de/10011780639
Saved in:
9
Fast fractional differencing in modeling long memory of conditional variance for high-frequency data
Klein, Tony
;
Walther, Thomas
- In:
Finance research letters
22
(
2017
),
pp. 274-279
Persistent link: https://www.econbiz.de/10011808179
Saved in:
10
A Globally Flexible Model for Crop Yields Under Weather Risk
Cooper, Joseph C.
;
Wallander, Steven
-
Agricultural and Applied Economics Association - AAEA
-
2010
. This study combines these two areas of the literature by using Flexible
Fourier
Transforms
(FFT’s) to ensure flexibility …
Persistent link: https://www.econbiz.de/10009021176
Saved in:
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